+70.0%
FDX vs KMX
-66.8%
+136.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.1% | -0.6% | -2.2% |
| 7D | -1.6% | -7.4% | +5.7% | +0.4% |
| 30D | +6.6% | -3.4% | +10.0% | +7.4% |
| 3M | -2.1% | -11.3% | +9.3% | +0.8% |
| 6M | +2.2% | +30.6% | -28.4% | -5.9% |
| YTD | +33.9% | +33.2% | +0.7% | +21.0% |
| 1Y | +50.2% | +66.7% | -16.5% | +27.0% |
| 3Y | +65.5% | -22.1% | +87.6% | +69.7% |
| All | +70.0% | -66.8% | +136.8% | +130.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded KMX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling